HN Explorer

Tutorial Series: Modern Time Series Analysis with Stumpy

4 points by seanlaw ↗ HN
Happy Holidays! Sit back, relax, and please enjoy our multi-part tutorial series on "Modern Time Series Analysis with STUMPY". Whether you're a visual learner or love hands-on walkthroughs, there's something for everyone!

https://seanmylaw.medium.com/stumpy-fdb9f8f1f261

2 comments

[ 2.9 ms ] story [ 13.2 ms ] thread
Bostonian
STUMPY appears to be a nonparametric approach to time series analysis. Are there examples where it outperformed linear, parametric models such as vector autoregressions?
seanlaw
STUMPY faithfully reproduces the matrix profile work (https://www.cs.ucr.edu/~eamonn/MatrixProfile.html) in a user friendly and scalable Python package. At the end of the day, there is no silver bullet but, now, you can quickly and easily compute matrix profiles (using distributed CPUs and multi-GPUs) and compare the results with your favorite time series analysis approach. That way, you can choose the right tool for the right data/right job.